Optimization, control, and applications of stochastic systems in honor of Onesimo Hernandez-Lerma / [electronic resource] :
- 其他作者：
- 其他題名：
- Systems & control: foundations & applications
- 出版： Boston : Birkhauser Boston :Imprint: Birkhauser
- 叢書名： Systems & control: foundations & applications
- 主題： Stochastic systems , Markov processes , Mathematics , Systems Theory, Control. , Game Theory, Economics, Social and Behav. Sciences. , Appl.Mathematics/Computational Methods of Engineering. , Operations Research, Management Science. , Optimization. , Applications of Mathematics.
- ISBN： 9780817683375 (electronic bk.) 、 9780817683368 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
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讀者標籤：
- 系統號： 005086296 | 機讀編目格式
館藏資訊
This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.